Combinatorial problems involving sets and relations are currently tackled by integer programming and expressed with vectors or matrices of 0-1 variables. This is efficient but not flexible and unnatural in problem formulation. Toward a natural programming of combinatorial problems based on sets, graphs or relations, we define a new CLP language with set constraints. This language Conjunto aims at combining the declarative aspect of Prolog with the efficiency of constraint solving techniques. We propose to constrain a set variable to range over finite set domains specified by lower and upper bounds for set inclusion. Conjunto is based on the inclusion and disjointness constraints applied to set expressions which comprise the union, intersection and diffirence symbols. The main contribution herein is the constraint handler which performs constraint propagation by applying consistency techniques over set constraints.